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Added Greeks to GetQuotes calls #12

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abc83d6
Added Greeks to GetQuotes calls; added unit test
Feb 17, 2022
4a0439d
Added Greeks to GetQuotes calls; added unit test
Feb 17, 2022
dc8286a
Merge branch 'master' of https://github.com/bdemarzo/tradier-dotnet-c…
Feb 17, 2022
48225e0
unit test method correction
Feb 17, 2022
519d5d0
add DateTime fields to Quote, converting from Unix times
Feb 18, 2022
b163c9f
version bump
Feb 18, 2022
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25 changes: 23 additions & 2 deletions TradierClient.Test/Tests/MarketDataTests.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -32,13 +32,34 @@ public void Setup()
}

[Test]
[TestCase("CKH", false)]
[TestCase("TSLA", false)]
public async Task PostGetQuotesForSingleSymbol(string symbols, bool greeks)
{
var result = await _client.MarketData.PostGetQuotes(symbols, greeks);
Assert.IsNotNull(result.Quote.First());
Assert.AreEqual(1, result.Quote.Count);
}
Assert.IsNull(result.Quote.First().Greeks);
}

[Test]
[TestCase("TSLA230120C00900000", true)]
public async Task PostGetQuotesAndGreeksForOptionSymbol(string symbols, bool greeks)
{
var result = await _client.MarketData.PostGetQuotes(symbols, greeks);
Assert.IsNotNull(result.Quote.First());
Assert.AreEqual(1, result.Quote.Count);
Assert.IsNotNull(result.Quote.First().Greeks);
}

[Test]
[TestCase("TSLA230120C00900000", false)]
public async Task PostGetQuotesForOptionSymbol(string symbols, bool greeks)
{
var result = await _client.MarketData.PostGetQuotes(symbols, greeks);
Assert.IsNotNull(result.Quote.First());
Assert.AreEqual(1, result.Quote.Count);
Assert.IsNull(result.Quote.First().Greeks);
}

[Test]
[TestCase("GME", "daily")]
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29 changes: 23 additions & 6 deletions TradierClient/Models/MarketData/Quote.cs
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Original file line number Diff line number Diff line change
@@ -1,10 +1,10 @@
using Newtonsoft.Json;
using System;
using System.Collections.Generic;
using Tradier.Client.Helpers;

namespace Tradier.Client.Models.MarketData
{

public class QuoteRootobject
{
[JsonProperty("quotes")]
Expand All @@ -19,8 +19,10 @@ public class Quotes
}

public class Quote
{
[JsonProperty("symbol")]
{
public static readonly DateTime UnixEpoch = new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc);

[JsonProperty("symbol")]
public string Symbol { get; set; }

[JsonProperty("description")]
Expand Down Expand Up @@ -71,6 +73,9 @@ public class Quote
[JsonProperty("trade_date")]
public long TradeDate { get; set; }

[JsonIgnore]
public DateTime TradeDateTime => UnixEpoch.AddMilliseconds(TradeDate);

[JsonProperty("prevclose")]
public float? Prevclose { get; set; }

Expand All @@ -89,7 +94,10 @@ public class Quote
[JsonProperty("bid_date")]
public long BidDate { get; set; }

[JsonProperty("asksize")]
[JsonIgnore]
public DateTime BidDateTime => UnixEpoch.AddMilliseconds(BidDate);

[JsonProperty("asksize")]
public int Asksize { get; set; }

[JsonProperty("askexch")]
Expand All @@ -98,7 +106,10 @@ public class Quote
[JsonProperty("ask_date")]
public long AskDate { get; set; }

[JsonProperty("root_symbols")]
[JsonIgnore]
public DateTime AskDateTime => UnixEpoch.AddMilliseconds(AskDate);

[JsonProperty("root_symbols")]
public string RootSymbols { get; set; }

[JsonProperty("underlying")]
Expand All @@ -116,13 +127,19 @@ public class Quote
[JsonProperty("expiration_date")]
public string ExpirationDate { get; set; }

[JsonProperty("expiration_type")]
[JsonIgnore]
public DateTime ExpirationDateTime => DateTime.Parse(ExpirationDate);

[JsonProperty("expiration_type")]
public string ExpirationType { get; set; }

[JsonProperty("option_type")]
public string OptionType { get; set; }

[JsonProperty("root_symbol")]
public string RootSymbol { get; set; }

[JsonProperty("greeks")]
public Greeks Greeks { get; set; }
}
}
6 changes: 3 additions & 3 deletions TradierClient/TradierClient.csproj
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Original file line number Diff line number Diff line change
Expand Up @@ -16,9 +16,9 @@
<PackageRequireLicenseAcceptance>true</PackageRequireLicenseAcceptance>
<RepositoryType>Git</RepositoryType>
<GeneratePackageOnBuild>true</GeneratePackageOnBuild>
<Version>1.0.11</Version>
<AssemblyVersion>1.0.11.0</AssemblyVersion>
<FileVersion>1.0.11.0</FileVersion>
<Version>1.0.13</Version>
<AssemblyVersion>1.0.13.0</AssemblyVersion>
<FileVersion>1.0.13.0</FileVersion>
<PackageTags>Trading StockMarket Investing Brokerage API .NET C#</PackageTags>
</PropertyGroup>

Expand Down